-41.3%
CORZ vs PEGA
-44.4%
+3.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | 0.0% | -10.4% | -10.4% |
| 7D | -14.9% | -2.9% | -12.1% | -15.0% |
| 30D | -23.1% | -0.5% | -22.6% | -23.2% |
| 3M | -44.1% | +8.5% | -52.6% | -43.9% |
| 6M | -39.5% | -6.3% | -33.3% | -37.4% |
| YTD | -12.4% | -42.2% | +29.8% | -4.2% |
| 1Y | -41.3% | -43.4% | +2.1% | -37.4% |
| All | -41.3% | -44.4% | +3.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling